+11.8%
CRM vs AIG
+33.9%
-22.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.4% | -1.2% | -3.3% | -4.1% |
| 30D | +28.1% | -1.1% | +29.2% | +28.5% |
| 3M | +48.8% | +0.7% | +48.1% | +48.7% |
| 6M | +28.3% | -2.2% | +30.4% | +28.9% |
| YTD | -6.0% | -10.8% | +4.8% | -3.1% |
| 1Y | +1.4% | -2.0% | +3.5% | +0.7% |
| 3Y | +11.8% | +34.8% | -23.0% | -4.1% |
| All | +11.8% | +33.9% | -22.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling